+241.2%
PM vs PINS
-20.2%
+261.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -4.2% | +2.4% | -1.6% |
| 7D | -5.2% | -2.1% | -3.2% | -5.1% |
| 30D | +2.7% | -6.6% | +9.3% | +2.9% |
| 3M | +6.1% | -18.7% | +24.9% | +6.9% |
| 6M | +18.0% | -10.4% | +28.4% | +18.2% |
| YTD | +26.6% | -26.8% | +53.3% | +27.7% |
| 1Y | +36.7% | -27.9% | +64.5% | +38.0% |
| 3Y | +146.0% | -38.7% | +184.7% | +146.0% |
| 5Y | +164.1% | -59.0% | +223.1% | +167.8% |
| All | +241.2% | -20.2% | +261.4% | +159.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PINS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling